+47.6%
TSLA vs TSCO
-11.8%
+59.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +3.2% | -5.7% | +8.9% | +5.4% |
| 30D | +11.6% | -8.8% | +20.3% | +15.3% |
| 3M | -8.4% | +6.3% | -14.8% | -11.3% |
| 6M | -10.4% | -32.3% | +21.9% | +4.8% |
| YTD | -18.7% | -32.7% | +14.0% | -5.6% |
| 1Y | -0.9% | -43.7% | +42.8% | +25.3% |
| 3Y | +33.6% | -19.7% | +53.2% | +31.3% |
| All | +47.6% | -11.8% | +59.4% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling